The best way to manage an injury is to anticipate it and make sure it doesn’t happen.
For example, you know you have a history of shoulder problems, so make sure you do a couple of sets of rotator cuff exercises every week. Get yourself one of those green elastic things, wrap it around the post and do 10 on each shoulder before you hit up. If it’s a knee you are worried about, then make sure you do a few extra ham string curls, and leg extensions. That stuff is just common sense, but takes a bit of discipline and planning.
But what if you start to feel a niggle in a new part of the body… for example lower back, or ankle?
The first thing to do, is ask around. Chances are, someone you know has had a simillar injury, and knows some good exercises for it. The trick is to get on top of it before it get’s un managable. Always work in a pain free situation, (I.e. don’t go squatting 200Kg on a sore knee), but attack the injury agressively. Build the muscle around it to support the injured joint, and then ice afterwards so that the increased blood flow does not inflame the area.
Get a massage. Often a niggly injury is caused by something being out of whack in a nearbye muscle or joint. Your massuer might suggest some stretches that will help also.
The most important thing is not to ignore it. Get it fixed, before it gets bad. If that means taking a week off training, then take the week off before it becomes a month.